+52.5%
INCY vs ALLE
+148.2%
-95.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.7% |
| 7D | -0.5% | +2.8% | -3.3% | -1.3% |
| 30D | +3.2% | -7.6% | +10.8% | +5.6% |
| 3M | +23.6% | +22.8% | +0.8% | +16.0% |
| 6M | +29.7% | +4.6% | +25.1% | +27.3% |
| YTD | +25.9% | -1.2% | +27.2% | +25.3% |
| 1Y | +43.7% | -9.1% | +52.9% | +46.5% |
| 3Y | +94.4% | +50.0% | +44.5% | +67.5% |
| 5Y | +68.0% | +15.2% | +52.7% | +54.5% |
| 10Y | +52.5% | +151.1% | -98.6% | -1.8% |
| All | +52.5% | +148.2% | -95.7% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALLE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling